arXiv:2606. 08262v1 Announce Type: new Abstract: Recent advances in Large Language Models (LLMs) have opened new possibilities for time series forecasting by enabling alignment between temporal patterns and pretrained word embeddings.
arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
NeST is a framework that adapts large language models (LLMs) for continuous time‑series forecasting by creating neighborhood‑aware text prototypes and aligning them with temporal representations through a nearest‑neighbor contrastive objective. It retrieves the most relevant prototypes and uses them to conditionally modulate time‑series features, enabling more effective integration of textual and temporal information. Experiments show that NeST outperforms state‑of‑the‑art methods on eight benchmarks, reduces MSE by 1.2% for long‑term forecasting, improves zero‑shot forecasting by 4.9%, and boosts R² by 3.3% on a real‑world photovoltaic power forecasting task.
arXiv:2605. 27286v2 Announce Type: replace-cross Abstract: Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining.
arXiv:2606. 08601v1 Announce Type: new Abstract: Large Language Models (LLMs) have recently demonstrated impressive potential for time series forecasting.
SAGE is a CLIP-based framework that augments vision‑language time series forecasting by incorporating variable‑specific semantic and statistical information. It processes frequency‑enhanced patches and variable tokens through a CLIP text encoder, while a frozen CLIP vision encoder aligns rendered series with temporal representations via a contrastive objective. The approach achieves state‑of‑the‑art accuracy on eight long‑term benchmarks and M4, with ablations showing complementary gains from multimodal alignment and variable‑level knowledge.
arXiv:2510. 03519v3 Announce Type: replace-cross Abstract: Time series reasoning is crucial to decision-making in diverse domains, including finance, energy, and scientific discovery.
arXiv:2609.24156v1 Announce Type: cross Abstract: Most existing time series forecasting methods rely solely on numerical observations, overlooking rich contextual information from auxiliary texts. Re...
arXiv:2602. 03564v2 Announce Type: replace Abstract: Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics.
arXiv:2508. 09191v2 Announce Type: replace-cross Abstract: Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance.
TimeBraid is a family of unified models that combine pretrained language models with pretrained time‑series foundation models using interleaved global residual attention layers. The models inherit instruction following, reasoning, and continuous‑signal perception, fusing both modalities into a shared representation space for understanding and generation. The design focuses on aligning representation spaces, grounding language in temporal structure, balancing understanding with generation, and maintaining stable joint optimization, supported by 2.2 M curated series‑text pairs and 4.9 M instruction‑tuning samples. Across diverse benchmarks, TimeBraid competes with larger general‑purpose and task‑specific models.
SAGE is an end‑to‑end CLIP‑based framework that augments vision‑language time‑series forecasting by jointly modeling temporal, cross‑variable, textual, and visual information. It processes frequency‑enhanced patches and variable tokens through a CLIP text encoder, while gated residual paths inject variable‑specific descriptions and statistical descriptors. A frozen CLIP vision encoder aligns rendered series with temporal representations via a training‑only contrastive objective, enabling multimodal alignment and variable‑level knowledge without using an LLM during inference.
arXiv:2606. 18986v1 Announce Type: cross Abstract: Recent advances in large language models (LLMs) have given rise to time-series question answering (TSQA), which formulates time-series analysis as natural-language question answering.